You are trying to add a secondary domain for your CASB tenant using the Cloud Management Portal functionality. However as you enter the domain an error saying "Domain name must be valid" is displayed, even though the domain is a valid domain for your environment.
In the current state of the CMP it is not possible to add domains with upper case letters in the name. For example if you try to add DummyDomain.com it will fail with the "Domain name must be valid" error.
This error can also happen if you have multiple secondary domains existing, and in the Domain add screen, they are separated by a semi-colon instead of a comma.
Avoid using upper case letters in the domain name when adding it as a secondary domain to your CASB tenant.
For example instead of typing DummyDomain.com use dummydomain.com. In practice those are the same and the only difference is how it's written or displayed.
If the secondary domains are separated by a semi-colon, open a support case and reference this KB article.
The issue is currently under revision and upper case letters may be allowed in the future.